+108.8%
TNA vs BBWI
-47.8%
+156.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.3% | +2.2% | -0.5% |
| 7D | -3.6% | -4.4% | +0.8% | -1.1% |
| 30D | -10.1% | -7.4% | -2.7% | -7.3% |
| 3M | +2.7% | -2.2% | +4.9% | +0.8% |
| 6M | +38.4% | -16.3% | +54.7% | +46.5% |
| YTD | +45.4% | -9.1% | +54.6% | +44.0% |
| 1Y | +55.9% | -34.5% | +90.5% | +89.7% |
| All | +108.8% | -47.8% | +156.6% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling